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math.OC2022
Probabilistic Verification of Approximate Algorithms with Unstructured Errors: Application to Fully Inexact Generalized ADMM
Anis Hamadouche, Yun Wu, Andrew M. Wallace +1
We analyse the convergence of an approximate, fully inexact, ADMM algorithm under additive, deterministic and probabilistic error models. We consider the generalized ADMM scheme th…
math.OC2022
Sharper Bounds for Proximal Gradient Algorithms with Errors
Anis Hamadouche, Yun Wu, Andrew M. Wallace +1
We analyse the convergence of the proximal gradient algorithm for convex composite problems in the presence of gradient and proximal computational inaccuracies. We derive new tight…